PREVIEW / futures_30min / 2017-02-02

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-02.parquet
  size:    86 KB
  rows:    3,145

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2017-02-02 00:00:00	ES	Futures	2473.2	2473.74	2472.38	2473.2	1634.0
2017-02-02 00:30:00	ES	Futures	2472.92	2473.2	2470.74	2471.01	4976.0
2017-02-02 01:00:00	ES	Futures	2471.01	2472.38	2470.74	2472.1	3698.0
2017-02-02 01:30:00	ES	Futures	2471.83	2472.92	2471.83	2472.65	2439.0
2017-02-02 02:00:00	ES	Futures	2472.65	2472.92	2471.29	2472.1	3184.0
2017-02-02 02:30:00	ES	Futures	2472.38	2472.92	2471.56	2472.65	3886.0
2017-02-02 03:00:00	ES	Futures	2472.65	2475.92	2471.83	2475.11	12882.0
2017-02-02 03:30:00	ES	Futures	2475.38	2476.2	2472.92	2473.2	7463.0
2017-02-02 04:00:00	ES	Futures	2473.47	2474.29	2472.92	2473.74	4461.0
2017-02-02 04:30:00	ES	Futures	2473.74	2473.74	2472.1	2472.92	5013.0
2017-02-02 05:00:00	ES	Futures	2472.92	2473.2	2471.56	2472.38	5650.0
2017-02-02 05:30:00	ES	Futures	2472.65	2474.56	2472.38	2474.29	5901.0
2017-02-02 06:00:00	ES	Futures	2474.01	2476.47	2473.2	2475.11	7544.0
2017-02-02 06:30:00	ES	Futures	2475.11	2476.2	2474.29	2475.11	4920.0
2017-02-02 07:00:00	ES	Futures	2475.11	2475.92	2474.56	2475.38	6203.0
2017-02-02 07:30:00	ES	Futures	2475.38	2477.83	2475.38	2476.47	10185.0
2017-02-02 08:00:00	ES	Futures	2476.74	2477.01	2474.83	2475.38	8371.0
2017-02-02 08:30:00	ES	Futures	2475.38	2477.01	2473.74	2474.56	18243.0
2017-02-02 09:00:00	ES	Futures	2474.56	2477.83	2474.56	2477.56	19007.0
2017-02-02 09:30:00	ES	Futures	2477.56	2479.74	2473.2	2479.74	184557.0
2017-02-02 10:00:00	ES	Futures	2479.47	2481.92	2477.56	2479.74	111328.0
2017-02-02 10:30:00	ES	Futures	2479.74	2486.29	2478.38	2486.02	92153.0
2017-02-02 11:00:00	ES	Futures	2486.02	2487.38	2483.56	2483.83	92106.0
2017-02-02 11:30:00	ES	Futures	2483.56	2484.11	2477.01	2477.56	98190.0
2017-02-02 12:00:00	ES	Futures	2477.56	2480.02	2476.74	2480.02	58563.0
2017-02-02 12:30:00	ES	Futures	2479.74	2483.83	2479.47	2482.74	58594.0
2017-02-02 13:00:00	ES	Futures	2482.74	2483.29	2479.47	2480.02	45301.0
2017-02-02 13:30:00	ES	Futures	2479.74	2484.93	2478.92	2483.56	74801.0
2017-02-02 14:00:00	ES	Futures	2483.83	2483.83	2478.11	2478.65	79283.0
2017-02-02 14:30:00	ES	Futures	2478.65	2480.02	2477.01	2478.92	72173.0
2017-02-02 15:00:00	ES	Futures	2478.92	2483.56	2478.11	2483.29	81216.0
2017-02-02 15:30:00	ES	Futures	2483.29	2484.38	2481.92	2483.56	99061.0
2017-02-02 16:00:00	ES	Futures	2483.56	2484.38	2481.65	2483.02	80802.0
2017-02-02 16:30:00	ES	Futures	2482.47	2482.74	2481.38	2481.38	5181.0
2017-02-02 18:00:00	ES	Futures	2481.11	2483.02	2481.11	2481.92	3120.0
2017-02-02 18:30:00	ES	Futures	2482.2	2482.47	2481.38	2481.38	947.0
2017-02-02 19:00:00	ES	Futures	2481.38	2482.2	2480.56	2481.38	2075.0
2017-02-02 19:30:00	ES	Futures	2481.38	2481.92	2481.11	2481.92	920.0
2017-02-02 20:00:00	ES	Futures	2481.65	2481.92	2480.29	2480.56	1877.0
2017-02-02 20:30:00	ES	Futures	2480.29	2481.92	2479.74	2481.11	1800.0
2017-02-02 21:00:00	ES	Futures	2481.11	2481.11	2478.38	2478.38	3771.0
2017-02-02 21:30:00	ES	Futures	2478.38	2478.92	2477.56	2477.56	2467.0
2017-02-02 22:00:00	ES	Futures	2477.56	2478.38	2477.29	2477.83	1606.0
2017-02-02 22:30:00	ES	Futures	2478.11	2479.47	2477.83	2478.38	3048.0
2017-02-02 23:00:00	ES	Futures	2478.38	2478.92	2478.11	2478.11	1073.0
2017-02-02 23:30:00	ES	Futures	2478.38	2478.92	2478.11	2478.65	799.0
2017-02-02 00:00:00	NQ	Futures	6118.54	6118.84	6113.77	6114.96	703.0
2017-02-02 00:30:00	NQ	Futures	6114.96	6115.26	6109.59	6110.19	1482.0
2017-02-02 01:00:00	NQ	Futures	6110.49	6113.77	6108.99	6113.77	721.0
2017-02-02 01:30:00	NQ	Futures	6114.06	6115.56	6113.17	6114.96	453.0

> showing 50 of 3,145 rows — these rows as CSV

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